STRATEGY VWAP MOMENTUM

20251114 (Friday, DoW=5)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 16

Periodo: 2025-11-14 01:06:00 - 2025-11-14 22:59:00

Exposure Days: 1

Trades per Day: 16.00

Avg Duration: 68.50 min

Median Duration: 37.00 min

PERFORMANCE

Total Profit: $8,420.00

Avg Profit: $526.25

Median Profit: $335.00

Std Profit: $1,903.72

Profit Factor: 1.84

WIN/LOSS

Win Rate: 46.7%

Winners / Losers: 7 / 8 (Ratio: 1:2)

Gross Profit: $18,450.00

Gross Loss: $-10,030.00

Avg Winner: $2,306.25

Avg Loser: $-1,253.75

Avg Winner / Avg Loser: (Ratio: 1:1.84)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-4,780.00

Sharpe Ratio: 0.28

Sortino Ratio: 1.11

Ulcer Index: 103.05

EXIT REASONS

TARGET exits: 7 (43.8%)

STOP exits: 6 (37.5%)

EOD exits: 1 (6.2%)

LONG ENTRIES (BUY)

Total LONG: 8

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $4,000.00

Avg P&L: $500.00

SHORT ENTRIES (SELL)

Total SHORT: 8

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $4,420.00

Avg P&L: $552.50

CUMULATIVE P&L